Soc. Generale Call 21 EVT 13.12.2.../  DE000SR4R428  /

EUWAX
1/22/2021  6:14:02 PM Chg.+0.19 Bid9:59:14 PM Ask- Underlying Strike price Expiration date Option type
11.74EUR +1.65% 11.58
Bid Size: 945
-
Ask Size: -
EVOTEC SE INH O.N. 21.00 EUR 12/13/2023 Call

Master data

WKN: SR4R42
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 21.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 8.54
Intrinsic value: 8.54
Implied volatility: 1.07
Historic volatility: 0.37
Parity: 8.54
Time value: 3.04
Break-even: 32.58
Moneyness: 1.41
Premium: 0.10
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.58
Theta: 0.00
Omega: 1.49
Rho: 0.16
 

Quote data

Open: 11.43
High: 11.76
Low: 11.42
Previous Close: 11.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.07%
1 Month
  -0.93%
3 Months  
+56.12%
YTD
  -4.01%
1 Year  
+15.78%
3 Years     -
5 Years     -
1W High / 1W Low: 11.76 11.01
1M High / 1M Low: 12.41 11.01
6M High / 6M Low: 12.41 6.47
High (YTD): 1/5/2021 12.41
Low (YTD): 1/19/2021 11.01
52W High: 1/5/2021 12.41
52W Low: 3/16/2020 5.38
Avg. price 1W:   11.47
Avg. volume 1W:   0.00
Avg. price 1M:   11.70
Avg. volume 1M:   0.00
Avg. price 6M:   8.57
Avg. volume 6M:   0.00
Avg. price 1Y:   8.71
Avg. volume 1Y:   0.00
Volatility 1M:   42.94%
Volatility 6M:   64.72%
Volatility 1Y:   88.56%
Volatility 3Y:   -